Anic Equity¶

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Total return since start: 0.704 %¶

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Equity now: -----------------------------> 52039.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47909.54 Kr¶

PnL: ---------------------------------------> -1022.46 Kr¶

DD now: ---------------------------------> -2.034 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 12:39:07.544888'

Anic Portfolio¶

Today¶

Return: -0.067 %¶

This Week¶

Return: -0.528 %¶

Total portfolio value¶

Return including deposits: 70.365 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 5.820000 695.310000 56.310000 8.810000 638.999984
Biotage 4 1.860000 635.600000 32.600000 5.410000 603.000000
Vitrolife 3 1.560000 703.200000 26.200000 3.870000 677.000001
Embracer Group B 26 1.560000 685.100000 23.100000 3.490000 661.999988
Gaming Innovation Group 161 1.550000 4210.150000 22.150000 0.530000 4187.999942
Xvivo Perfusion 3 -1.870000 865.500000 20.500000 2.430000 845.000001
SynAct Pharma 9 0.270000 659.700000 14.700000 2.280000 645.000003
Addtech B 3 -0.170000 714.000000 14.000000 2.000000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Volati 5 2.090000 585.000000 11.000000 1.920000 574.000000
Fortnox 10 0.090000 677.000000 9.000000 1.350000 668.000000
NCC B 7 0.800000 661.850000 7.850000 1.200000 653.999997
Humana 40 2.420000 678.400000 4.400000 0.650000 674.000000
Svolder B 35 -0.480000 2182.250000 3.250000 0.150000 2179.000005
Latour B 2 -0.710000 448.800000 -0.200000 -0.040000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
SCA A 4 1.500000 596.800000 -2.200000 -0.370000 599.000000
Indutrade 5 -1.170000 1313.000000 -7.000000 -0.530000 1320.000000
Sdiptech B 3 -1.160000 814.800000 -7.200000 -0.880000 822.000000
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Addnode Group B 6 -2.530000 741.000000 -11.000000 -1.460000 751.999998
Investor B 3 -0.490000 645.600000 -12.400000 -1.880000 657.999999
BONESUPPORT HOLDING 10 -0.170000 1208.000000 -16.000000 -1.310000 1224.000000
Lime Technologies 2 -3.950000 560.000000 -33.000000 -5.560000 593.000000
Lundin Gold 7 -0.310000 914.200000 -59.800000 -6.140000 973.999999
Ambea 68 0.390000 2475.200000 -61.800000 -2.440000 2537.000032
Creades A 7 -0.700000 544.950000 -66.050000 -10.810000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.780000 3438.400000 -106.600000 -3.010000 3545.000000
New Wave B 40 0.320000 3772.000000 -144.000000 -3.680000 3916.000000
Sedana Medical 135 0.000000 4133.700000 -197.300000 -4.560000 4330.999935
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47913.110000 -1018.890000 -2.04097% 48931.999868

Updated:¶

'2023-06-14 12:37:25.950923'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶